| Publication | Date of Publication | Type |
|---|
Nonparametric moment method for scalar McKean-Vlasov stochastic differential equations
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2026-03-19 | Paper |
Estimation for the convolution of several multidimensional densities
Electronic Journal of Statistics | 2026-02-06 | Paper |
Quadratic functional estimation from observations with multiplicative measurement error
Annals of the Institute of Statistical Mathematics | 2026-02-06 | Paper |
Adaptive nonparametric regression estimation in presence of right censoring
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Nonparametric estimation for additive concurrent regression models
Bernoulli | 2025-11-21 | Paper |
Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes
Statistica Neerlandica | 2024-07-16 | Paper |
Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients
SIAM/ASA Journal on Uncertainty Quantification | 2024-06-13 | Paper |
Nonparametric adaptive estimation for interacting particle systems
Scandinavian Journal of Statistics | 2024-01-02 | Paper |
Spline regression for hazard rate estimation when data are censored and measured with error
Statistica Neerlandica | 2023-12-13 | Paper |
On a projection estimator of the regression function derivative
Journal of Nonparametric Statistics | 2023-11-21 | Paper |
Nonparametric drift estimation from diffusions with correlated Brownian motions
Journal of Multivariate Analysis | 2023-09-19 | Paper |
Linear functional estimation under multiplicative measurement error
Bernoulli | 2023-06-02 | Paper |
Linear functional estimation under multiplicative measurement error
Bernoulli | 2023-06-02 | Paper |
Hazard regression with noncompactly supported bases
The Canadian Journal of Statistics | 2022-08-02 | Paper |
Kernel estimation for Lévy driven stochastic convolutions
Statistics & Risk Modeling | 2022-01-10 | Paper |
Nonparametric estimation for i.i.d. paths of fractional SDE
Statistical Inference for Stochastic Processes | 2021-11-11 | Paper |
On a Nadaraya-Watson estimator with two bandwidths
Electronic Journal of Statistics | 2021-08-09 | Paper |
Spectral cut-off regularisation for density estimation under multiplicative measurement errors
Electronic Journal of Statistics | 2021-08-09 | Paper |
Nonparametric estimation for i.i.d. Gaussian continuous time moving average models
Statistical Inference for Stochastic Processes | 2021-07-15 | Paper |
Drift estimation on non compact support for diffusion models
Stochastic Processes and their Applications | 2021-04-27 | Paper |
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
The Annals of Statistics | 2021-02-26 | Paper |
From regression function to diffusion drift estimation in nonparametric setting
ESAIM: Proceedings and Surveys | 2020-07-27 | Paper |
Regression function estimation as a partly inverse problem
Annals of the Institute of Statistical Mathematics | 2020-07-20 | Paper |
Bandwidth selection for the Wolverton-Wagner estimator
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
Regression function estimation on non compact support in an heteroscesdastic model
Metrika | 2020-02-28 | Paper |
Nonparametric survival function estimation for data subject to interval censoring case 2
Journal of Nonparametric Statistics | 2019-10-29 | Paper |
Nonparametric estimation in fractional SDE
Statistical Inference for Stochastic Processes | 2019-10-23 | Paper |
Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
Annals of the Institute of Statistical Mathematics | 2019-03-21 | Paper |
Hazard estimation with censoring and measurement error: application to length of pregnancy
Test | 2018-11-07 | Paper |
Laguerre and Hermite bases for inverse problems
Journal of the Korean Statistical Society | 2018-08-14 | Paper |
Laguerre deconvolution with unknown matrix operator
Mathematical Methods of Statistics | 2018-02-28 | Paper |
Nonparametric density and survival function estimation in the multiplicative censoring model
Test | 2018-02-01 | Paper |
Correction to: ``Nonparametric Laguerre estimation in the multiplicative censoring model
Electronic Journal of Statistics | 2017-12-08 | Paper |
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
Stochastic Processes and their Applications | 2017-10-10 | Paper |
Nonparametric Laguerre estimation in the multiplicative censoring model
Electronic Journal of Statistics | 2017-01-11 | Paper |
| scientific article; zbMATH DE number 6671162 (Why is no real title available?) | 2017-01-06 | Paper |
Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Journal of Econometrics | 2016-07-25 | Paper |
Nonparametric weighted estimators for biased data
Journal of Statistical Planning and Inference | 2016-04-22 | Paper |
Adaptive Estimation for Lévy Processes
Lévy Matters IV | 2016-02-24 | Paper |
Estimation of the jump size density in a mixed compound Poisson process
Scandinavian Journal of Statistics | 2016-01-08 | Paper |
Estimation of convolution in the model with noise
Journal of Nonparametric Statistics | 2015-12-04 | Paper |
Density deconvolution from repeated measurements without symmetry assumption on the errors
Journal of Multivariate Analysis | 2015-09-10 | Paper |
Discussion of ``Hypothesis testing by convex optimization
Electronic Journal of Statistics | 2015-08-25 | Paper |
Adaptive Laguerre density estimation for mixed Poisson models
Electronic Journal of Statistics | 2015-06-02 | Paper |
Lévy matters IV. Estimation for discretely observed Lévy processes
Lecture Notes in Mathematics | 2014-12-02 | Paper |
Adaptive functional linear regression
The Annals of Statistics | 2014-09-15 | Paper |
Adaptive functional linear regression
The Annals of Statistics | 2014-09-15 | Paper |
Deconvolution Estimation of Onset of Pregnancy with Replicate Observations
Scandinavian Journal of Statistics | 2014-05-26 | Paper |
Nonparametric estimation for stochastic differential equations with random effects
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Nonparametric density estimation in compound Poisson processes using convolution power estimators
Metrika | 2014-03-24 | Paper |
Adaptive estimation in circular functional linear models
Mathematical Methods of Statistics | 2014-03-10 | Paper |
Nonparametric estimation for survival data with censoring indicators missing at random
Journal of Statistical Planning and Inference | 2014-01-27 | Paper |
Fast nonparametric estimation for convolutions of densities
The Canadian Journal of Statistics | 2014-01-21 | Paper |
Anisotropic adaptive kernel deconvolution
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-06-06 | Paper |
Adaptive density estimation in the pile-up model involving measurement errors
Electronic Journal of Statistics | 2013-05-28 | Paper |
Adaptive density estimation in the pile-up model involving measurement errors
Electronic Journal of Statistics | 2013-05-28 | Paper |
Cumulative distribution function estimation under interval censoring case 1
Electronic Journal of Statistics | 2013-05-27 | Paper |
Cumulative distribution function estimation under interval censoring case 1
Electronic Journal of Statistics | 2013-05-27 | Paper |
| Nonparametric estimation of the intensity function of a recurrent event process | 2013-05-13 | Paper |
| Nonparametric estimation of the intensity function of a recurrent event process | 2013-05-13 | Paper |
| Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data | 2013-04-03 | Paper |
Adaptive estimation of the conditional intensity of marker-dependent counting processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-26 | Paper |
Adaptive estimation of the conditional intensity of marker-dependent counting processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-26 | Paper |
Nonparametric estimation of random-effects densities in linear mixed-effects model
Journal of Nonparametric Statistics | 2012-12-20 | Paper |
Multiplicative Kalman filtering
Test | 2012-11-15 | Paper |
| Laplace deconvolution and its application to Dynamic Contrast Enhanced imaging | 2012-07-10 | Paper |
Convolution power kernels for density estimation
Journal of Statistical Planning and Inference | 2012-05-18 | Paper |
Data-driven density estimation in the presence of additive noise with unknown distribution
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2011-11-21 | Paper |
Conditional mean residual life estimation
Journal of Nonparametric Statistics | 2011-07-22 | Paper |
Estimation for Lévy processes from high frequency data within a long time interval
The Annals of Statistics | 2011-06-29 | Paper |
Minimax estimation of the conditional cumulative distribution function
Sankhyā. Series A | 2011-06-08 | Paper |
Nonparametric estimation for stochastic volatility models
Finance and Stochastics | 2011-04-06 | Paper |
Nonparametric density estimation in presence of bias and censoring
Test | 2011-01-22 | Paper |
Adaptive estimation of linear functionals in the convolution model and applications
Bernoulli | 2010-11-15 | Paper |
Nonparametric adaptive estimation for pure jump Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-10-04 | Paper |
Nonparametric adaptive estimation for pure jump Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-10-04 | Paper |
| Penalized contrast estimation of density and hazard rate with censored data | 2010-08-13 | Paper |
| Adaptive estimation of the conditional density in presence of censoring | 2010-08-13 | Paper |
Adaptive density estimation for general ARCH models
Econometric Theory | 2010-04-08 | Paper |
Pointwise deconvolution with unknown error distribution
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-03-29 | Paper |
Nonparametric estimation for pure jump Lévy processes based on high frequency data
Stochastic Processes and their Applications | 2009-12-16 | Paper |
Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model
Scandinavian Journal of Statistics | 2009-08-08 | Paper |
Adaptive Estimation of Hazard Rate with Censored Data
Communications in Statistics: Theory and Methods | 2009-06-25 | Paper |
Adaptive density deconvolution with dependent inputs
Mathematical Methods of Statistics | 2009-06-02 | Paper |
Nonparametric adaptive estimation for integrated diffusions
Stochastic Processes and their Applications | 2009-04-02 | Paper |
| Adaptive estimation in a nonparametric regression model with errors-in-variables | 2008-04-14 | Paper |
Finite sample penalization in adaptive density deconvolution
Journal of Statistical Computation and Simulation | 2008-03-28 | Paper |
Penalized nonparametric mean square estimation of the coefficients of diffusion processes
Bernoulli | 2008-01-09 | Paper |
Penalized Projection Estimator for Volatility Density
Scandinavian Journal of Statistics | 2007-12-16 | Paper |
Penalized contrast estimator for adaptive density deconvolution
The Canadian Journal of Statistics | 2007-01-30 | Paper |
| scientific article; zbMATH DE number 5010684 (Why is no real title available?) | 2006-03-09 | Paper |
| Nonparametric Estimation of the Regression Function in an Errors-in-Variables Model | 2005-11-04 | Paper |
Super optimal rates for nonparametric density estimation via projection estimators
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Kernel deconvolution of stochastic volatility models
Journal of Time Series Analysis | 2005-05-20 | Paper |
A new algorithm for fixed design regression and denoising
Annals of the Institute of Statistical Mathematics | 2005-03-14 | Paper |
Adaptive estimation of mean and volatility functions in (auto-)regressive models.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Asymptotic theory for multivariate GARCH processes.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
The Annals of Statistics | 2002-11-14 | Paper |
Model selection for (auto-)regression with dependent data
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Model selection for (auto-)regression with dependent data
ESAIM: Probability and Statistics | 2002-06-11 | Paper |
Adaptive estimation of the spectrum of a stationary Gaussian sequence
Bernoulli | 2002-03-26 | Paper |
Second-oder noncausality in multivariate GARCH processes
Journal of Time Series Analysis | 2001-09-23 | Paper |
Long memory in continuous-time stochastic volatility models
Mathematical Finance | 2001-03-29 | Paper |
Discrete and continuous time cointegration
Journal of Econometrics | 1999-01-01 | Paper |
Régression sur le log périodogramme régularisé pour des processus gaussiens à densité spectrale bornée
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1998-05-25 | Paper |
Long memory continuous time models
Journal of Econometrics | 1997-02-24 | Paper |
SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
Journal of Time Series Analysis | 1996-03-20 | Paper |
Nonparametric Estimation of the Transition Density Function for Diffusion Processes
(available as arXiv preprint) | N/A | Paper |
